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The Princess was born at Rigshospitalet, the Copenhagen University Hospital, in Copenhagen, at 10:56 am local time, 26 minutes after her twin brother. At birth, she weighed 2.55 kg (5.6 lb) and measured 46 cm (18.1 ins).[1] She was healthy with an apgar score of 10 (out of 10) after 1 minute.

At noon on 8 January, a 21-gun salute was fired from the Sixtus Battery at Holmen Naval Base in Copenhagen and from Kronborg Castle in North Zealand to mark the arrival of a royal child.

Josephine and Vincent were christened on 14 April 2011, at the chapel of the Church of Holmen. The Princess's name was announced as Josephine Sophia Ivalo Mathilda. Her godparents are Princess Marie of Denmark (paternal aunt), Patricia Bailey (maternal aunt), Prince Carlo, Duke of Castro, Count Bendt Wedell, Birgitte Handwerk, and Crown Princess Mary's Australian friend, Josephine Rechner.[2]

She was named:

Josephine, a popular Danish name (often spelled Josefine) meaning "Jehovah increases" shared with her godmother, Josephine Rechner and her ancestress Josephine of Leuchtenberg

On 15 August 2017, Josephine and her twin brother started school at Tranegårdsskolen in Gentofte – the same public school as her older siblings.[3]

On 6 January 2020, Princess Josephine along with her siblings began their 12-week study program at Lemania-Verbier International School in Banges, Switzerland. The study abroad opportunity was announced in late 2019 by the Danish Royal Court, who said that Crown Prince Frederik and Crown Princess Mary wanted to give their children “a common experience in an international environment.”[4]